"""
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
"""

import QuantLib as ql
import unittest
import math


class IntegralTest(unittest.TestCase):
    def Gauss(self, x):
        return math.exp(-x * x / 2.0) / math.sqrt(2 * math.pi)

    def singleTest(self, I):
        tolerance = 1e-4
        cases = [
            ["f(x) = 1", lambda x: 1, 0.0, 1.0, 1.0],
            ["f(x) = x", lambda x: x, 0.0, 1.0, 0.5],
            ["f(x) = x^2", lambda x: x * x, 0.0, 1.0, 1.0 / 3.0],
            ["f(x) = sin(x)", math.sin, 0.0, math.pi, 2.0],
            ["f(x) = cos(x)", math.cos, 0.0, math.pi, 0.0],
            ["f(x) = Gauss(x)", self.Gauss, -10.0, 10.0, 1.0],
        ]

        for tag, f, a, b, expected in cases:
            calculated = I(f, a, b)
            if not (abs(calculated - expected) <= tolerance):
                self.fail(
                    """
integrating %(tag)s
    calculated: %(calculated)f
    expected  : %(expected)f
                      """
                    % locals()
                )

    def testSegment(self):
        "Testing segment integration"
        self.singleTest(ql.SegmentIntegral(10000))

    def testTrapezoid(self):
        "Testing trapezoid integration"
        self.singleTest(ql.TrapezoidIntegralDefault(1.0e-4, 1000))

    def testSimpson(self):
        "Testing Simpson integration"
        self.singleTest(ql.SimpsonIntegral(1.0e-4, 1000))

    def testKronrod(self):
        "Testing Gauss-Kronrod integration"
        self.singleTest(ql.GaussKronrodAdaptive(1.0e-4))


if __name__ == "__main__":
    print("testing QuantLib " + ql.__version__)
    suite = unittest.TestSuite()
    suite.addTest(unittest.makeSuite(IntegralTest, "test"))
    unittest.TextTestRunner(verbosity=2).run(suite)
